NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 4.495 4.470 -0.025 -0.6% 4.550
High 4.517 4.515 -0.002 0.0% 4.551
Low 4.433 4.414 -0.019 -0.4% 4.337
Close 4.500 4.439 -0.061 -1.4% 4.339
Range 0.084 0.101 0.017 20.2% 0.214
ATR 0.091 0.092 0.001 0.8% 0.000
Volume 7,613 6,661 -952 -12.5% 30,027
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.759 4.700 4.495
R3 4.658 4.599 4.467
R2 4.557 4.557 4.458
R1 4.498 4.498 4.448 4.477
PP 4.456 4.456 4.456 4.446
S1 4.397 4.397 4.430 4.376
S2 4.355 4.355 4.420
S3 4.254 4.296 4.411
S4 4.153 4.195 4.383
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.051 4.909 4.457
R3 4.837 4.695 4.398
R2 4.623 4.623 4.378
R1 4.481 4.481 4.359 4.445
PP 4.409 4.409 4.409 4.391
S1 4.267 4.267 4.319 4.231
S2 4.195 4.195 4.300
S3 3.981 4.053 4.280
S4 3.767 3.839 4.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.517 4.337 0.180 4.1% 0.096 2.2% 57% False False 6,781
10 4.750 4.337 0.413 9.3% 0.087 2.0% 25% False False 5,725
20 5.034 4.337 0.697 15.7% 0.088 2.0% 15% False False 5,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.944
2.618 4.779
1.618 4.678
1.000 4.616
0.618 4.577
HIGH 4.515
0.618 4.476
0.500 4.465
0.382 4.453
LOW 4.414
0.618 4.352
1.000 4.313
1.618 4.251
2.618 4.150
4.250 3.985
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 4.465 4.436
PP 4.456 4.432
S1 4.448 4.429

These figures are updated between 7pm and 10pm EST after a trading day.

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